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COPLX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COPLX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Copley Fund (COPLX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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COPLX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COPLX
Copley Fund
-4.57%16.24%18.18%17.33%-15.21%18.39%1.09%25.59%15.65%9.49%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Returns By Period

In the year-to-date period, COPLX achieves a -4.57% return, which is significantly lower than VIHAX's 5.44% return. Both investments have delivered pretty close results over the past 10 years, with COPLX having a 10.14% annualized return and VIHAX not far ahead at 10.41%.


COPLX

1D
2.15%
1M
-3.18%
YTD
-4.57%
6M
-3.72%
1Y
13.40%
3Y*
14.24%
5Y*
7.55%
10Y*
10.14%

VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COPLX vs. VIHAX - Expense Ratio Comparison

COPLX has a 2.37% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

COPLX vs. VIHAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COPLX
COPLX Risk / Return Rank: 3838
Overall Rank
COPLX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
COPLX Sortino Ratio Rank: 3333
Sortino Ratio Rank
COPLX Omega Ratio Rank: 4141
Omega Ratio Rank
COPLX Calmar Ratio Rank: 4141
Calmar Ratio Rank
COPLX Martin Ratio Rank: 4343
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COPLX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Copley Fund (COPLX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


COPLXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.32

-1.49

Sortino ratio

Return per unit of downside risk

1.24

2.96

-1.73

Omega ratio

Gain probability vs. loss probability

1.20

1.47

-0.28

Calmar ratio

Return relative to maximum drawdown

1.22

3.01

-1.79

Martin ratio

Return relative to average drawdown

4.91

12.38

-7.47

COPLX vs. VIHAX - Sharpe Ratio Comparison

The current COPLX Sharpe Ratio is 0.84, which is lower than the VIHAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of COPLX and VIHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COPLXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.32

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.91

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.66

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.66

-0.17

Correlation

The correlation between COPLX and VIHAX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COPLX vs. VIHAX - Dividend Comparison

COPLX has not paid dividends to shareholders, while VIHAX's dividend yield for the trailing twelve months is around 3.62%.


TTM2025202420232022202120202019201820172016
COPLX
Copley Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%

Drawdowns

COPLX vs. VIHAX - Drawdown Comparison

The maximum COPLX drawdown since its inception was -44.70%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for COPLX and VIHAX.


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Drawdown Indicators


COPLXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-44.70%

-38.80%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-10.66%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.23%

-23.92%

+3.69%

Max Drawdown (10Y)

Largest decline over 10 years

-36.61%

-38.80%

+2.19%

Current Drawdown

Current decline from peak

-5.77%

-6.64%

+0.87%

Average Drawdown

Average peak-to-trough decline

-9.00%

-6.09%

-2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.59%

+0.36%

Volatility

COPLX vs. VIHAX - Volatility Comparison

The current volatility for Copley Fund (COPLX) is 3.87%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that COPLX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COPLXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

6.16%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

9.08%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

14.29%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

13.69%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

15.92%

+0.67%